Market Regime
HON's current market snapshot shows last close 213.12, 1 month return -9.72%, 90 day volatility 24.52%, and drawdown from ATH -14.08%.
The regime framing is a negative one-month return regime with a moderate volatility regime, rendered from the same fact-card values shown above.
Historical Pattern
Historical strategy analysis highlights specific risk factors and boundary patterns during regime transitions. In certain momentum strategy cohorts, models estimate a 46.39% probability of failure due to the "regime range" effect, where performance suffers in moderate volatility conditions, alongside a 38.47% probability of experiencing an excessive drawdown. When analyzing mean reversion strategies near parameter boundaries, historical scenarios show an average mean counterfactual distance of 2.2765 parameter steps. This distance measures how much a parameter would need to change to cross into a failure zone defined by excessive drawdown.
Workflow Pointer
You can review these metrics across the ticker page, correlation pages, strategy pages, and methodology sections. Use this information to understand the historical robustness of a strategy and its sensitivity to parameter changes within specific market regimes. This view helps explain why certain cohorts are rejected and highlights how close current settings are to a performance boundary.